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math.OC2021
Model-Based Derivative-Free Methods for Convex-Constrained Optimization
Matthew Hough, Lindon Roberts
We present a model-based derivative-free method for optimization subject to general convex constraints, which we assume are unrelaxable and accessed only through a projection opera…
math.OC2021
Scalable Subspace Methods for Derivative-Free Nonlinear Least-Squares Optimization
Coralia Cartis, Lindon Roberts
We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-…